Derivative Securities [ MGEST2164 ]
5.0 crédits ECTS
30.0 h
2q
| Teacher(s) |
Platten Isabelle ;
|
| Language |
French
|
Place
of the course |
Mons
|
| Prerequisites |
MGEST2109 ' Corporate Finance
|
| Main themes |
|
1. Futures markets
2. Futures hedging
3. Determining futures prices
4. Futures rates
5. Swaps
6. The properties of options and basic options strategies
7. Evaluating options in discrete time and continuous time
8. Stock options, currency options, indices, futures
9. Managing options positions
10. Volatility
|
|
| Aims |
On completion of this course, students will have a working knowledge of futures, swaps and options and how these contracts are used in risk hedging and assessment.
|
| Evaluation methods |
' Written examination
' Continuous assessment
|
| Teaching methods |
' Lectures
' Applications in Excel
|
| Bibliography |
|
HULL J. (2009), Options, Futures and Other Derivatives, 7th ed., Pearson.
|
|
Cycle et année
d'étude |
> Master [120] in Management
> Master [120] in Business engineering
> Master [120] in Business Engineering
> Master [120] in Management
|
Faculty or entity
in charge |
> BLSM
|
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